| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.875308 | 6.0643 | 0 |
| 2 | 0.612881 | 4.2462 | 5e-05 |
| 3 | 0.355991 | 2.4664 | 0.008636 |
| 4 | 0.211354 | 1.4643 | 0.074815 |
| 5 | 0.195959 | 1.3576 | 0.090463 |
| 6 | 0.246263 | 1.7062 | 0.047221 |
| 7 | 0.279063 | 1.9334 | 0.029548 |
| 8 | 0.265921 | 1.8424 | 0.035803 |
| 9 | 0.20064 | 1.3901 | 0.08546 |
| 10 | 0.123205 | 0.8536 | 0.198786 |
| 11 | 0.058065 | 0.4023 | 0.344629 |
| 12 | 0.002781 | 0.0193 | 0.492355 |
| 13 | -0.038989 | -0.2701 | 0.394112 |
| 14 | -0.062503 | -0.433 | 0.333465 |
| 15 | -0.087613 | -0.607 | 0.273356 |
| 16 | -0.110892 | -0.7683 | 0.223041 |
| 17 | -0.148766 | -1.0307 | 0.153927 |
| 18 | -0.200485 | -1.389 | 0.085622 |
| 19 | -0.247463 | -1.7145 | 0.046446 |
| 20 | -0.274074 | -1.8988 | 0.031802 |
| 21 | -0.285997 | -1.9814 | 0.026642 |
| 22 | -0.282246 | -1.9555 | 0.028182 |
| 23 | -0.276664 | -1.9168 | 0.030614 |
| 24 | -0.270003 | -1.8706 | 0.033749 |
| 25 | -0.266346 | -1.8453 | 0.035584 |
| 26 | -0.269775 | -1.8691 | 0.033862 |
| 27 | -0.278788 | -1.9315 | 0.029669 |
| 28 | -0.271939 | -1.884 | 0.032811 |
| 29 | -0.230973 | -1.6002 | 0.058055 |
| 30 | -0.151808 | -1.0518 | 0.149089 |
| 31 | -0.067621 | -0.4685 | 0.320777 |
| 32 | -0.024403 | -0.1691 | 0.433227 |
| 33 | -0.055191 | -0.3824 | 0.351936 |
| 34 | -0.137366 | -0.9517 | 0.173009 |
| 35 | -0.21344 | -1.4788 | 0.07287 |
| 36 | -0.217666 | -1.508 | 0.06905 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.875308 | 6.0643 | 0 |
| 2 | -0.655517 | -4.5416 | 1.9e-05 |
| 3 | 0.31234 | 2.164 | 0.017737 |
| 4 | 0.235651 | 1.6326 | 0.054545 |
| 5 | 0.040952 | 0.2837 | 0.38892 |
| 6 | -0.075508 | -0.5231 | 0.301645 |
| 7 | -0.051406 | -0.3561 | 0.361645 |
| 8 | 0.144986 | 1.0045 | 0.16009 |
| 9 | -0.169227 | -1.1724 | 0.123403 |
| 10 | 0.089625 | 0.6209 | 0.268788 |
| 11 | -0.11526 | -0.7985 | 0.214243 |
| 12 | -0.123452 | -0.8553 | 0.198317 |
| 13 | 0.082863 | 0.5741 | 0.284294 |
| 14 | -0.01041 | -0.0721 | 0.471401 |
| 15 | -0.191937 | -1.3298 | 0.094938 |
| 16 | 0.04888 | 0.3386 | 0.368175 |
| 17 | -0.149894 | -1.0385 | 0.152121 |
| 18 | -0.020721 | -0.1436 | 0.443226 |
| 19 | -0.005603 | -0.0388 | 0.484597 |
| 20 | -0.030276 | -0.2098 | 0.417371 |
| 21 | -0.145302 | -1.0067 | 0.159568 |
| 22 | 0.032667 | 0.2263 | 0.410956 |
| 23 | 0.032548 | 0.2255 | 0.411275 |
| 24 | -0.073293 | -0.5078 | 0.306963 |
| 25 | -0.062788 | -0.435 | 0.332754 |
| 26 | -0.014028 | -0.0972 | 0.461491 |
| 27 | -0.05383 | -0.3729 | 0.355417 |
| 28 | 0.119962 | 0.8311 | 0.20501 |
| 29 | 0.146235 | 1.0131 | 0.158036 |
| 30 | -0.079649 | -0.5518 | 0.291815 |
| 31 | -0.055195 | -0.3824 | 0.351926 |
| 32 | -0.0476 | -0.3298 | 0.371501 |
| 33 | -0.161787 | -1.1209 | 0.133955 |
| 34 | 0.006996 | 0.0485 | 0.480772 |
| 35 | 0.053524 | 0.3708 | 0.356199 |
| 36 | 0.026304 | 0.1822 | 0.428082 |
